Strategy Tester Report
Copernicus_Triple_Crown_USDJPY_M5_V3
| 通貨ペア | USDJPY (US Dollar vs Japanese Yen) | ||||
| 期間 | 5分足(M5) 2004.01.01 02:00 - 2026.06.30 23:55 (2004.01.01 - 2026.07.01) | ||||
| モデル | 全ティック (利用可能な最小時間枠による最も正確な方法) | ||||
| パラメーター | Basic_setting=""; Slippage=3; MaxSpread=3; Basic_setting2=""; Copernicus="Copernicus_USDJPY_M5_V1"; MagicNumber1=20052801; Lots1=0.5; Basic_setting3=""; Divergence="The_Divergence_USDJPY_M5_V1"; MagicNumber2=20052811; Lots2=0.4; Basic_setting4=""; Utility_Player_JO="Utility_Player_JO_USDJPY_M5_V1"; MagicNumber3=20052821; Lots3=0.7; | ||||
| テストバー数 | 1680112 | モデルティック数 | 388014021 | モデリング品質 | 99.90% |
| 不整合チャートエラー | 0 | ||||
| 初期証拠金 | 1000000.00 | スプレッド | 変動 | ||
| 純益 | 12500019.03 | 総利益 | 39984582.65 | 総損失 | -27484563.62 |
| プロフィットファクタ | 1.45 | 期待利得 | 2192.60 | ||
| 絶対ドローダウン | 261626.73 | 最大ドローダウン | 610660.97 (4.50%) | 相対ドローダウン | 34.83% (394651.15) |
| 総取引数 | 5701 | 売りポジション(勝率%） | 2791 (71.41%) | 買いポジション(勝率%） | 2910 (75.46%) |
| 勝率(%) | 4189 (73.48%) | 負率 (%) | 1512 (26.52%) | ||
| 最大 | 勝トレード | 147018.22 | 敗トレード | -97445.62 | |
| 平均 | 勝トレード | 9545.14 | 敗トレード | -18177.62 | |
| 最大 | 連勝(金額) | 29 (207537.34) | 連敗(金額) | 6 (-51949.86) | |
| 最大 | 連勝(トレード数) | 268300.00 (11) | 連敗(トレード数) | -293927.59 (5) | |
| 平均 | 連勝 | 4 | 連敗 | 1 | |
| # | 時間 | 取引種別 | 注文番号 | 数量 | 価格 | 決済逆指値(S/L) | 決済指値(T/P) | 損益 | 残高 |
| 9151 | 2014.10.17 06:20 | close | 3049 | 0.50 | 106.212 | 108.013 | 105.113 | 10050.00 | 8092660.96 |
| 9152 | 2014.10.17 06:35 | buy | 3050 | 0.70 | 106.181 | 0.000 | 0.000 | ||
| 9153 | 2014.10.17 06:35 | modify | 3050 | 0.70 | 106.181 | 104.881 | 106.581 | ||
| 9154 | 2014.10.17 07:20 | close | 3050 | 0.70 | 106.278 | 104.881 | 106.581 | 6790.00 | 8099450.96 |
| 9155 | 2014.10.20 10:10 | buy | 3051 | 0.70 | 107.140 | 0.000 | 0.000 | ||
| 9156 | 2014.10.20 10:10 | modify | 3051 | 0.70 | 107.140 | 105.840 | 107.540 | ||
| 9157 | 2014.10.20 23:35 | close | 3051 | 0.70 | 106.941 | 105.840 | 107.540 | -13930.00 | 8085520.96 |
| 9158 | 2014.10.21 00:05 | sell | 3052 | 0.70 | 106.966 | 0.000 | 0.000 | ||
| 9159 | 2014.10.21 00:05 | modify | 3052 | 0.70 | 106.966 | 108.266 | 106.566 | ||
| 9160 | 2014.10.21 03:05 | close | 3052 | 0.70 | 106.855 | 108.266 | 106.566 | 7770.00 | 8093290.96 |
| 9161 | 2014.10.21 11:40 | sell | 3053 | 0.70 | 106.650 | 0.000 | 0.000 | ||
| 9162 | 2014.10.21 11:40 | modify | 3053 | 0.70 | 106.650 | 107.950 | 106.250 | ||
| 9163 | 2014.10.21 15:05 | close | 3053 | 0.70 | 106.697 | 107.950 | 106.250 | -3290.00 | 8090000.96 |
| 9164 | 2014.10.22 04:40 | buy | 3054 | 0.70 | 106.882 | 0.000 | 0.000 | ||
| 9165 | 2014.10.22 04:40 | modify | 3054 | 0.70 | 106.882 | 105.582 | 107.282 | ||
| 9166 | 2014.10.22 08:00 | close | 3054 | 0.70 | 106.965 | 105.582 | 107.282 | 5810.00 | 8095810.96 |
| 9167 | 2014.10.23 22:10 | buy | 3055 | 0.70 | 108.074 | 0.000 | 0.000 | ||
| 9168 | 2014.10.23 22:10 | modify | 3055 | 0.70 | 108.074 | 106.774 | 108.474 | ||
| 9169 | 2014.10.23 22:35 | close | 3055 | 0.70 | 108.184 | 106.774 | 108.474 | 7700.00 | 8103510.96 |
| 9170 | 2014.10.24 03:30 | buy | 3056 | 0.70 | 108.098 | 0.000 | 0.000 | ||
| 9171 | 2014.10.24 03:30 | modify | 3056 | 0.70 | 108.098 | 106.798 | 108.498 | ||
| 9172 | 2014.10.24 10:00 | close | 3056 | 0.70 | 108.093 | 106.798 | 108.498 | -350.00 | 8103160.96 |
| 9173 | 2014.10.30 12:20 | buy | 3057 | 0.70 | 109.050 | 0.000 | 0.000 | ||
| 9174 | 2014.10.30 12:20 | modify | 3057 | 0.70 | 109.050 | 107.750 | 109.450 | ||
| 9175 | 2014.10.30 15:15 | close | 3057 | 0.70 | 109.083 | 107.750 | 109.450 | 2310.00 | 8105470.96 |
| 9176 | 2014.11.03 08:30 | buy | 3058 | 0.70 | 112.643 | 0.000 | 0.000 | ||
| 9177 | 2014.11.03 08:30 | modify | 3058 | 0.70 | 112.643 | 111.343 | 113.043 | ||
| 9178 | 2014.11.03 09:30 | close | 3058 | 0.70 | 112.771 | 111.343 | 113.043 | 8960.00 | 8114430.96 |
| 9179 | 2014.11.03 12:25 | sell | 3059 | 0.40 | 113.194 | 0.000 | 0.000 | ||
| 9180 | 2014.11.03 12:25 | modify | 3059 | 0.40 | 113.194 | 115.544 | 112.144 | ||
| 9181 | 2014.11.03 17:25 | buy | 3060 | 0.50 | 113.747 | 0.000 | 0.000 | ||
| 9182 | 2014.11.03 17:25 | modify | 3060 | 0.50 | 113.747 | 112.147 | 115.047 | ||
| 9183 | 2014.11.03 17:35 | sell | 3061 | 0.50 | 113.897 | 0.000 | 0.000 | ||
| 9184 | 2014.11.03 17:35 | modify | 3061 | 0.50 | 113.897 | 115.497 | 112.597 | ||
| 9185 | 2014.11.03 17:50 | close | 3060 | 0.50 | 113.972 | 112.147 | 115.047 | 11250.00 | 8125680.96 |
| 9186 | 2014.11.03 21:30 | close | 3061 | 0.50 | 113.758 | 115.497 | 112.597 | 6950.00 | 8132630.96 |
| 9187 | 2014.11.03 21:30 | buy | 3062 | 0.50 | 113.761 | 0.000 | 0.000 | ||
| 9188 | 2014.11.03 21:30 | modify | 3062 | 0.50 | 113.761 | 112.161 | 115.061 | ||
| 9189 | 2014.11.03 21:35 | buy | 3063 | 0.70 | 113.662 | 0.000 | 0.000 | ||
| 9190 | 2014.11.03 21:35 | modify | 3063 | 0.70 | 113.662 | 112.362 | 114.062 | ||
| 9191 | 2014.11.03 21:50 | close | 3063 | 0.70 | 113.801 | 112.362 | 114.062 | 9730.00 | 8142360.96 |
| 9192 | 2014.11.03 23:55 | close | 3062 | 0.50 | 114.030 | 112.161 | 115.061 | 13450.00 | 8155810.96 |
| 9193 | 2014.11.04 01:55 | buy | 3064 | 0.50 | 113.663 | 0.000 | 0.000 | ||
| 9194 | 2014.11.04 01:55 | modify | 3064 | 0.50 | 113.663 | 112.063 | 114.963 | ||
| 9195 | 2014.11.04 02:05 | buy | 3065 | 0.70 | 113.556 | 0.000 | 0.000 | ||
| 9196 | 2014.11.04 02:05 | modify | 3065 | 0.70 | 113.556 | 112.256 | 113.956 | ||
| 9197 | 2014.11.04 02:15 | close | 3059 | 0.40 | 113.633 | 115.544 | 112.144 | -18066.88 | 8137744.09 |
| 9198 | 2014.11.04 02:35 | close | 3065 | 0.70 | 113.660 | 112.256 | 113.956 | 7280.00 | 8145024.09 |
| 9199 | 2014.11.04 09:20 | close | 3064 | 0.50 | 113.641 | 112.063 | 114.963 | -1100.00 | 8143924.09 |
| 9200 | 2014.11.05 17:35 | buy | 3066 | 0.70 | 114.486 | 0.000 | 0.000 | ||
| 9201 | 2014.11.05 17:35 | modify | 3066 | 0.70 | 114.486 | 113.186 | 114.886 | ||
| 9202 | 2014.11.05 18:10 | close | 3066 | 0.70 | 114.586 | 113.186 | 114.886 | 7000.00 | 8150924.09 |
| 9203 | 2014.11.06 06:15 | buy | 3067 | 0.70 | 114.626 | 0.000 | 0.000 | ||
| 9204 | 2014.11.06 06:15 | modify | 3067 | 0.70 | 114.626 | 113.326 | 115.026 | ||
| 9205 | 2014.11.06 06:25 | close | 3067 | 0.70 | 114.766 | 113.326 | 115.026 | 9800.00 | 8160724.09 |
| 9206 | 2014.11.10 13:55 | sell | 3068 | 0.70 | 114.235 | 0.000 | 0.000 | ||
| 9207 | 2014.11.10 13:55 | modify | 3068 | 0.70 | 114.235 | 115.535 | 113.835 | ||
| 9208 | 2014.11.10 14:30 | close | 3068 | 0.70 | 114.105 | 115.535 | 113.835 | 9100.00 | 8169824.09 |
| 9209 | 2014.11.10 15:30 | sell | 3069 | 0.70 | 114.310 | 0.000 | 0.000 | ||
| 9210 | 2014.11.10 15:30 | modify | 3069 | 0.70 | 114.310 | 115.610 | 113.910 | ||
| 9211 | 2014.11.10 23:35 | close | 3069 | 0.70 | 114.773 | 115.610 | 113.910 | -32410.00 | 8137414.09 |
| 9212 | 2014.11.11 02:10 | sell | 3070 | 0.50 | 114.920 | 0.000 | 0.000 | ||
| 9213 | 2014.11.11 02:10 | modify | 3070 | 0.50 | 114.920 | 116.520 | 113.620 | ||
| 9214 | 2014.11.11 03:35 | buy | 3071 | 0.50 | 114.707 | 0.000 | 0.000 | ||
| 9215 | 2014.11.11 03:35 | modify | 3071 | 0.50 | 114.707 | 113.107 | 116.007 | ||
| 9216 | 2014.11.11 03:40 | close | 3070 | 0.50 | 114.640 | 116.520 | 113.620 | 14000.00 | 8151414.09 |
| 9217 | 2014.11.11 03:40 | buy | 3072 | 0.70 | 114.644 | 0.000 | 0.000 | ||
| 9218 | 2014.11.11 03:40 | modify | 3072 | 0.70 | 114.644 | 113.344 | 115.044 | ||
| 9219 | 2014.11.11 04:05 | close | 3072 | 0.70 | 114.749 | 113.344 | 115.044 | 7350.00 | 8158764.09 |
| 9220 | 2014.11.11 05:40 | sell | 3073 | 0.50 | 114.876 | 0.000 | 0.000 | ||
| 9221 | 2014.11.11 05:40 | modify | 3073 | 0.50 | 114.876 | 116.476 | 113.576 | ||
| 9222 | 2014.11.11 05:45 | close | 3071 | 0.50 | 114.938 | 113.107 | 116.007 | 11550.00 | 8170314.09 |
| 9223 | 2014.11.11 15:20 | close | 3073 | 0.50 | 115.785 | 116.476 | 113.576 | -45450.00 | 8124864.09 |
| 9224 | 2014.11.11 15:30 | buy | 3074 | 0.70 | 115.622 | 0.000 | 0.000 | ||
| 9225 | 2014.11.11 15:30 | modify | 3074 | 0.70 | 115.622 | 114.322 | 116.022 | ||
| 9226 | 2014.11.11 15:45 | close | 3074 | 0.70 | 115.756 | 114.322 | 116.022 | 9380.00 | 8134244.09 |
| 9227 | 2014.11.11 18:40 | buy | 3075 | 0.70 | 115.512 | 0.000 | 0.000 | ||
| 9228 | 2014.11.11 18:40 | modify | 3075 | 0.70 | 115.512 | 114.212 | 115.912 | ||
| 9229 | 2014.11.11 19:15 | close | 3075 | 0.70 | 115.644 | 114.212 | 115.912 | 9240.00 | 8143484.09 |
| 9230 | 2014.11.12 18:40 | sell | 3076 | 0.70 | 115.371 | 0.000 | 0.000 | ||
| 9231 | 2014.11.12 18:40 | modify | 3076 | 0.70 | 115.371 | 116.671 | 114.971 | ||
| 9232 | 2014.11.12 23:55 | close | 3076 | 0.70 | 115.458 | 116.671 | 114.971 | -6090.00 | 8137394.09 |
| 9233 | 2014.11.13 10:10 | buy | 3077 | 0.70 | 115.623 | 0.000 | 0.000 | ||
| 9234 | 2014.11.13 10:10 | modify | 3077 | 0.70 | 115.623 | 114.323 | 116.023 | ||
| 9235 | 2014.11.13 13:35 | close | 3077 | 0.70 | 115.650 | 114.323 | 116.023 | 1890.00 | 8139284.09 |
| 9236 | 2014.11.14 19:15 | buy | 3078 | 0.70 | 116.246 | 0.000 | 0.000 | ||
| 9237 | 2014.11.14 19:15 | modify | 3078 | 0.70 | 116.246 | 114.946 | 116.646 | ||
| 9238 | 2014.11.14 19:40 | close | 3078 | 0.70 | 116.361 | 114.946 | 116.646 | 8050.00 | 8147334.09 |
| 9239 | 2014.11.17 07:10 | buy | 3079 | 0.50 | 115.667 | 0.000 | 0.000 | ||
| 9240 | 2014.11.17 07:10 | modify | 3079 | 0.50 | 115.667 | 114.067 | 116.967 | ||
| 9241 | 2014.11.17 08:45 | sell | 3080 | 0.50 | 115.734 | 0.000 | 0.000 | ||
| 9242 | 2014.11.17 08:45 | modify | 3080 | 0.50 | 115.734 | 117.334 | 114.434 | ||
| 9243 | 2014.11.17 09:25 | close | 3079 | 0.50 | 115.889 | 114.067 | 116.967 | 11100.00 | 8158434.09 |
| 9244 | 2014.11.17 10:10 | sell | 3081 | 0.70 | 116.080 | 0.000 | 0.000 | ||
| 9245 | 2014.11.17 10:10 | modify | 3081 | 0.70 | 116.080 | 117.380 | 115.680 | ||
| 9246 | 2014.11.17 11:30 | buy | 3082 | 0.50 | 115.914 | 0.000 | 0.000 | ||
| 9247 | 2014.11.17 11:30 | modify | 3082 | 0.50 | 115.914 | 114.314 | 117.214 | ||
| 9248 | 2014.11.17 11:30 | close | 3081 | 0.70 | 115.913 | 117.380 | 115.680 | 11690.00 | 8170124.09 |
| 9249 | 2014.11.17 12:40 | close | 3082 | 0.50 | 116.299 | 114.314 | 117.214 | 19250.00 | 8189374.09 |
| 9250 | 2014.11.17 14:45 | buy | 3083 | 0.50 | 116.203 | 0.000 | 0.000 | ||
| 9251 | 2014.11.17 14:45 | modify | 3083 | 0.50 | 116.203 | 114.603 | 117.503 | ||
| 9252 | 2014.11.17 15:40 | close | 3080 | 0.50 | 116.153 | 117.334 | 114.434 | -20950.00 | 8168424.09 |
| 9253 | 2014.11.17 16:45 | close | 3083 | 0.50 | 116.443 | 114.603 | 117.503 | 12000.00 | 8180424.09 |
| 9254 | 2014.11.17 18:10 | buy | 3084 | 0.50 | 116.375 | 0.000 | 0.000 | ||
| 9255 | 2014.11.17 18:10 | modify | 3084 | 0.50 | 116.375 | 114.775 | 117.675 | ||
| 9256 | 2014.11.17 23:40 | close | 3084 | 0.50 | 116.517 | 114.775 | 117.675 | 7100.00 | 8187524.09 |
| 9257 | 2014.11.20 13:00 | buy | 3085 | 0.50 | 118.276 | 0.000 | 0.000 | ||
| 9258 | 2014.11.20 13:00 | modify | 3085 | 0.50 | 118.276 | 116.676 | 119.576 | ||
| 9259 | 2014.11.20 13:30 | buy | 3086 | 0.70 | 118.130 | 0.000 | 0.000 | ||
| 9260 | 2014.11.20 13:30 | modify | 3086 | 0.70 | 118.130 | 116.830 | 118.530 | ||
| 9261 | 2014.11.20 14:05 | close | 3086 | 0.70 | 118.244 | 116.830 | 118.530 | 7980.00 | 8195504.09 |
| 9262 | 2014.11.20 23:45 | close | 3085 | 0.50 | 118.144 | 116.676 | 119.576 | -6600.00 | 8188904.09 |
| 9263 | 2014.11.20 23:45 | sell | 3087 | 0.70 | 118.137 | 0.000 | 0.000 | ||
| 9264 | 2014.11.20 23:45 | modify | 3087 | 0.70 | 118.137 | 119.437 | 117.737 | ||
| 9265 | 2014.11.21 02:15 | close | 3087 | 0.70 | 118.129 | 119.437 | 117.737 | -359.41 | 8188544.68 |
| 9266 | 2014.11.28 08:20 | buy | 3088 | 0.70 | 118.159 | 0.000 | 0.000 | ||
| 9267 | 2014.11.28 08:20 | modify | 3088 | 0.70 | 118.159 | 116.859 | 118.559 | ||
| 9268 | 2014.11.28 13:10 | close | 3088 | 0.70 | 118.228 | 116.859 | 118.559 | 4830.00 | 8193374.68 |
| 9269 | 2014.12.01 09:20 | buy | 3089 | 0.70 | 118.731 | 0.000 | 0.000 | ||
| 9270 | 2014.12.01 09:20 | modify | 3089 | 0.70 | 118.731 | 117.431 | 119.131 | ||
| 9271 | 2014.12.01 10:34 | t/p | 3089 | 0.70 | 119.130 | 117.431 | 119.131 | 27930.00 | 8221304.68 |
| 9272 | 2014.12.03 06:20 | buy | 3090 | 0.70 | 119.184 | 0.000 | 0.000 | ||
| 9273 | 2014.12.03 06:20 | modify | 3090 | 0.70 | 119.184 | 117.884 | 119.584 | ||
| 9274 | 2014.12.03 08:50 | close | 3090 | 0.70 | 119.282 | 117.884 | 119.584 | 6860.00 | 8228164.68 |
| 9275 | 2014.12.03 15:25 | buy | 3091 | 0.70 | 119.304 | 0.000 | 0.000 | ||
| 9276 | 2014.12.03 15:25 | modify | 3091 | 0.70 | 119.304 | 118.004 | 119.704 | ||
| 9277 | 2014.12.03 16:25 | close | 3091 | 0.70 | 119.416 | 118.004 | 119.704 | 7840.00 | 8236004.68 |
| 9278 | 2014.12.08 08:05 | buy | 3092 | 0.70 | 121.438 | 0.000 | 0.000 | ||
| 9279 | 2014.12.08 08:05 | modify | 3092 | 0.70 | 121.438 | 120.138 | 121.838 | ||
| 9280 | 2014.12.08 20:15 | buy | 3093 | 0.50 | 120.695 | 0.000 | 0.000 | ||
| 9281 | 2014.12.08 20:15 | modify | 3093 | 0.50 | 120.695 | 119.095 | 121.995 | ||
| 9282 | 2014.12.08 22:55 | close | 3092 | 0.70 | 120.659 | 120.138 | 121.838 | -54530.00 | 8181474.68 |
| 9283 | 2014.12.08 23:20 | sell | 3094 | 0.70 | 120.785 | 0.000 | 0.000 | ||
| 9284 | 2014.12.08 23:20 | modify | 3094 | 0.70 | 120.785 | 122.085 | 120.385 | ||
| 9285 | 2014.12.09 00:25 | close | 3094 | 0.70 | 120.672 | 122.085 | 120.385 | 6971.23 | 8188445.91 |
| 9286 | 2014.12.09 02:05 | sell | 3095 | 0.50 | 120.704 | 0.000 | 0.000 | ||
| 9287 | 2014.12.09 02:05 | modify | 3095 | 0.50 | 120.704 | 122.304 | 119.404 | ||
| 9288 | 2014.12.09 02:35 | sell | 3096 | 0.70 | 120.865 | 0.000 | 0.000 | ||
| 9289 | 2014.12.09 02:35 | modify | 3096 | 0.70 | 120.865 | 122.165 | 120.465 | ||
| 9290 | 2014.12.09 02:50 | close | 3093 | 0.50 | 120.959 | 119.095 | 121.995 | 13573.83 | 8202019.74 |
| 9291 | 2014.12.09 03:50 | close | 3096 | 0.70 | 120.741 | 122.165 | 120.465 | 8680.00 | 8210699.74 |
| 9292 | 2014.12.09 05:50 | close | 3095 | 0.50 | 120.532 | 122.304 | 119.404 | 8600.00 | 8219299.74 |
| 9293 | 2014.12.09 22:15 | sell | 3097 | 0.70 | 119.699 | 0.000 | 0.000 | ||
| 9294 | 2014.12.09 22:15 | modify | 3097 | 0.70 | 119.699 | 120.999 | 119.299 | ||
| 9295 | 2014.12.09 22:40 | close | 3097 | 0.70 | 119.594 | 120.999 | 119.299 | 7350.00 | 8226649.74 |
| 9296 | 2014.12.10 03:10 | sell | 3098 | 0.50 | 119.640 | 0.000 | 0.000 | ||
| 9297 | 2014.12.10 03:10 | modify | 3098 | 0.50 | 119.640 | 121.240 | 118.340 | ||
| 9298 | 2014.12.10 06:25 | close | 3098 | 0.50 | 119.040 | 121.240 | 118.340 | 30000.00 | 8256649.74 |
| 9299 | 2014.12.11 03:45 | sell | 3099 | 0.70 | 118.224 | 0.000 | 0.000 | ||
| 9300 | 2014.12.11 03:45 | modify | 3099 | 0.70 | 118.224 | 119.524 | 117.824 | ||